Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47899.03 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46504.06 Kr¶

PnL: ---------------------------------------> -384.51 Kr¶

DD now: ---------------------------------> -1.503 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:16:32.931846'

Anic Portfolio¶

Today¶

Return: -0.11 %¶

This Week¶

Return: -0.029 %¶

Total¶

Return: 56.809 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2789.500000 153.500000 5.820000 2636.000010
Beijer Electronics Group 26 0.340000 3104.400000 133.400000 4.490000 2971.000006
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.290000 3451.200000 74.200000 2.200000 3377.000000
Boozt 12 0.280000 1701.600000 47.600000 2.880000 1653.999996
AcadeMedia 12 -0.690000 603.000000 46.000000 8.260000 557.000004
Corem Property Group B 59 -0.570000 618.910000 41.910000 7.260000 576.999999
Resurs Holding 22 0.250000 610.940000 36.940000 6.440000 573.999998
MedCap 2 0.220000 457.000000 36.000000 8.550000 421.000000
Nordea Bank Abp 29 1.020000 3489.860000 35.860000 1.040000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 -0.840000 387.600000 32.600000 9.180000 355.000000
Norva24 Group 16 1.240000 573.440000 30.440000 5.610000 543.000000
HMS Networks 2 -1.130000 702.800000 29.800000 4.430000 673.000000
Intrum 4 0.400000 547.600000 20.600000 3.910000 527.000000
Securitas B 6 -0.040000 588.360000 18.360000 3.220000 570.000000
Swedbank A 3 0.210000 582.300000 18.300000 3.240000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Coor Service Management Hold. 8 0.000000 542.000000 10.000000 1.880000 532.000000
OEM International B 7 -0.260000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 -0.500000 540.000000 4.000000 0.750000 536.000004
Handelsbanken A 5 0.140000 548.500000 2.500000 0.460000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.770000 248.400000 2.400000 0.980000 246.000000
Creaspac SPAC 6 0.210000 576.600000 -0.400000 -0.070000 577.000002
Midsona B 63 -0.110000 573.300000 -9.700000 -1.660000 582.999984
Essity B 2 -0.210000 559.400000 -14.600000 -2.540000 574.000000
CTEK 13 0.200000 518.440000 -15.560000 -2.910000 533.999999
Essity A 4 -1.060000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 0.090000 558.500000 -36.070000 -6.070000 594.565215
Vivesto 1368 2.450000 560.610000 -52.390000 -8.550000 612.999432
Sampo Oyj SDB 7 -1.010000 3769.500000 -80.500000 -2.090000 3850.000000
Axfood 13 0.620000 3604.900000 -151.100000 -4.020000 3756.000001
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 -1.180000 1431.000000 -233.000000 -14.000000 1663.999992
Ovzon 52 -1.090000 2834.000000 -528.000000 -15.700000 3361.999992
TOTAL 46504.060000 -384.510000 -1.5029% 46888.564618

Updated:¶

'2023-01-25 09:16:45.750838'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶